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<div class="titlepage"><div><div><h4 class="title">
<a name="math_toolkit.dist_ref.dists.weibull_dist"></a><a class="link" href="weibull_dist.html" title="Weibull Distribution">Weibull Distribution</a>
</h4></div></div></div>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">/</span><span class="identifier">weibull</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span></pre>
<pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>

<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">RealType</span> <span class="special">=</span> <span class="keyword">double</span><span class="special">,</span>
          <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a>   <span class="special">=</span> <a class="link" href="../../pol_ref/pol_ref_ref.html" title="Policy Class Reference">policies::policy&lt;&gt;</a> <span class="special">&gt;</span>
<span class="keyword">class</span> <span class="identifier">weibull_distribution</span><span class="special">;</span>

<span class="keyword">typedef</span> <span class="identifier">weibull_distribution</span><span class="special">&lt;&gt;</span> <span class="identifier">weibull</span><span class="special">;</span>

<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">RealType</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
<span class="keyword">class</span> <span class="identifier">weibull_distribution</span>
<span class="special">{</span>
<span class="keyword">public</span><span class="special">:</span>
   <span class="keyword">typedef</span> <span class="identifier">RealType</span> <span class="identifier">value_type</span><span class="special">;</span>
   <span class="keyword">typedef</span> <span class="identifier">Policy</span>   <span class="identifier">policy_type</span><span class="special">;</span>
   <span class="comment">// Construct:</span>
   <span class="identifier">weibull_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">shape</span><span class="special">,</span> <span class="identifier">RealType</span> <span class="identifier">scale</span> <span class="special">=</span> <span class="number">1</span><span class="special">)</span>
   <span class="comment">// Accessors:</span>
   <span class="identifier">RealType</span> <span class="identifier">shape</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
   <span class="identifier">RealType</span> <span class="identifier">scale</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
<span class="special">};</span>

<span class="special">}}</span> <span class="comment">// namespaces</span>
</pre>
<p>
          The <a href="http://en.wikipedia.org/wiki/Weibull_distribution" target="_top">Weibull
          distribution</a> is a continuous distribution with the <a href="http://en.wikipedia.org/wiki/Probability_density_function" target="_top">probability
          density function</a>:
        </p>
<div class="blockquote"><blockquote class="blockquote"><p>
            <span class="serif_italic">f(x; α, β) = (α/β) * (x / β)<sup>α - 1</sup> * e<sup>-(x/β)<sup>α</sup></sup></span>
          </p></blockquote></div>
<p>
          For shape parameter <span class="emphasis"><em>α</em></span> &gt; 0, and scale parameter
          <span class="emphasis"><em>β</em></span> &gt; 0, and <span class="emphasis"><em>x</em></span> &gt; 0.
        </p>
<p>
          The Weibull distribution is often used in the field of failure analysis;
          in particular it can mimic distributions where the failure rate varies
          over time. If the failure rate is:
        </p>
<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
<li class="listitem">
              constant over time, then <span class="emphasis"><em>α</em></span> = 1, suggests that items
              are failing from random events.
            </li>
<li class="listitem">
              decreases over time, then <span class="emphasis"><em>α</em></span> &lt; 1, suggesting
              "infant mortality".
            </li>
<li class="listitem">
              increases over time, then <span class="emphasis"><em>α</em></span> &gt; 1, suggesting
              "wear out" - more likely to fail as time goes by.
            </li>
</ul></div>
<p>
          The following graph illustrates how the PDF varies with the shape parameter
          <span class="emphasis"><em>α</em></span>:
        </p>
<div class="blockquote"><blockquote class="blockquote"><p>
            <span class="inlinemediaobject"><img src="../../../../graphs/weibull_pdf1.svg" align="middle"></span>

          </p></blockquote></div>
<p>
          While this graph illustrates how the PDF varies with the scale parameter
          <span class="emphasis"><em>β</em></span>:
        </p>
<div class="blockquote"><blockquote class="blockquote"><p>
            <span class="inlinemediaobject"><img src="../../../../graphs/weibull_pdf2.svg" align="middle"></span>

          </p></blockquote></div>
<h5>
<a name="math_toolkit.dist_ref.dists.weibull_dist.h0"></a>
          <span class="phrase"><a name="math_toolkit.dist_ref.dists.weibull_dist.related_distributions"></a></span><a class="link" href="weibull_dist.html#math_toolkit.dist_ref.dists.weibull_dist.related_distributions">Related
          distributions</a>
        </h5>
<p>
          When <span class="emphasis"><em>α</em></span> = 3, the <a href="http://en.wikipedia.org/wiki/Weibull_distribution" target="_top">Weibull
          distribution</a> appears similar to the <a href="http://en.wikipedia.org/wiki/Normal_distribution" target="_top">normal
          distribution</a>. When <span class="emphasis"><em>α</em></span> = 1, the Weibull distribution
          reduces to the <a href="http://en.wikipedia.org/wiki/Exponential_distribution" target="_top">exponential
          distribution</a>. The relationship of the types of extreme value distributions,
          of which the Weibull is but one, is discussed by <a href="http://www.worldscibooks.com/mathematics/p191.html" target="_top">Extreme
          Value Distributions, Theory and Applications Samuel Kotz &amp; Saralees
          Nadarajah</a>.
        </p>
<h5>
<a name="math_toolkit.dist_ref.dists.weibull_dist.h1"></a>
          <span class="phrase"><a name="math_toolkit.dist_ref.dists.weibull_dist.member_functions"></a></span><a class="link" href="weibull_dist.html#math_toolkit.dist_ref.dists.weibull_dist.member_functions">Member
          Functions</a>
        </h5>
<pre class="programlisting"><span class="identifier">weibull_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">shape</span><span class="special">,</span> <span class="identifier">RealType</span> <span class="identifier">scale</span> <span class="special">=</span> <span class="number">1</span><span class="special">);</span>
</pre>
<p>
          Constructs a <a href="http://en.wikipedia.org/wiki/Weibull_distribution" target="_top">Weibull
          distribution</a> with shape <span class="emphasis"><em>shape</em></span> and scale <span class="emphasis"><em>scale</em></span>.
        </p>
<p>
          Requires that the <span class="emphasis"><em>shape</em></span> and <span class="emphasis"><em>scale</em></span>
          parameters are both greater than zero, otherwise calls <a class="link" href="../../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>.
        </p>
<pre class="programlisting"><span class="identifier">RealType</span> <span class="identifier">shape</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
</pre>
<p>
          Returns the <span class="emphasis"><em>shape</em></span> parameter of this distribution.
        </p>
<pre class="programlisting"><span class="identifier">RealType</span> <span class="identifier">scale</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
</pre>
<p>
          Returns the <span class="emphasis"><em>scale</em></span> parameter of this distribution.
        </p>
<h5>
<a name="math_toolkit.dist_ref.dists.weibull_dist.h2"></a>
          <span class="phrase"><a name="math_toolkit.dist_ref.dists.weibull_dist.non_member_accessors"></a></span><a class="link" href="weibull_dist.html#math_toolkit.dist_ref.dists.weibull_dist.non_member_accessors">Non-member
          Accessors</a>
        </h5>
<p>
          All the <a class="link" href="../nmp.html" title="Non-Member Properties">usual non-member accessor
          functions</a> that are generic to all distributions are supported:
          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.cdf">Cumulative Distribution Function</a>,
          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.pdf">Probability Density Function</a>,
          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.quantile">Quantile</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.hazard">Hazard Function</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.chf">Cumulative Hazard Function</a>,
          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.mean">mean</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.median">median</a>,
          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.mode">mode</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.variance">variance</a>,
          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.sd">standard deviation</a>,
          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.skewness">skewness</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.kurtosis">kurtosis</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.kurtosis_excess">kurtosis_excess</a>,
          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.range">range</a> and <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.support">support</a>.
        </p>
<p>
          The domain of the random variable is [0, ∞].
        </p>
<h5>
<a name="math_toolkit.dist_ref.dists.weibull_dist.h3"></a>
          <span class="phrase"><a name="math_toolkit.dist_ref.dists.weibull_dist.accuracy"></a></span><a class="link" href="weibull_dist.html#math_toolkit.dist_ref.dists.weibull_dist.accuracy">Accuracy</a>
        </h5>
<p>
          The Weibull distribution is implemented in terms of the standard library
          <code class="computeroutput"><span class="identifier">log</span></code> and <code class="computeroutput"><span class="identifier">exp</span></code>
          functions plus <a class="link" href="../../powers/expm1.html" title="expm1">expm1</a> and
          <a class="link" href="../../powers/log1p.html" title="log1p">log1p</a> and as such should
          have very low error rates.
        </p>
<h5>
<a name="math_toolkit.dist_ref.dists.weibull_dist.h4"></a>
          <span class="phrase"><a name="math_toolkit.dist_ref.dists.weibull_dist.implementation"></a></span><a class="link" href="weibull_dist.html#math_toolkit.dist_ref.dists.weibull_dist.implementation">Implementation</a>
        </h5>
<p>
          In the following table <span class="emphasis"><em>α</em></span> is the shape parameter of
          the distribution, <span class="emphasis"><em>β</em></span> is its scale parameter, <span class="emphasis"><em>x</em></span>
          is the random variate, <span class="emphasis"><em>p</em></span> is the probability and <span class="emphasis"><em>q
          = 1-p</em></span>.
        </p>
<div class="informaltable"><table class="table">
<colgroup>
<col>
<col>
</colgroup>
<thead><tr>
<th>
                  <p>
                    Function
                  </p>
                </th>
<th>
                  <p>
                    Implementation Notes
                  </p>
                </th>
</tr></thead>
<tbody>
<tr>
<td>
                  <p>
                    pdf
                  </p>
                </td>
<td>
                  <p>
                    Using the relation: pdf = αβ<sup>-α </sup>x<sup>α - 1</sup> e<sup>-(x/beta)<sup>alpha</sup></sup>
                  </p>
                </td>
</tr>
<tr>
<td>
                  <p>
                    cdf
                  </p>
                </td>
<td>
                  <p>
                    Using the relation: p = -<a class="link" href="../../powers/expm1.html" title="expm1">expm1</a>(-(x/β)<sup>α</sup>)
                  </p>
                </td>
</tr>
<tr>
<td>
                  <p>
                    cdf complement
                  </p>
                </td>
<td>
                  <p>
                    Using the relation: q = e<sup>-(x/β)<sup>α</sup></sup>
                  </p>
                </td>
</tr>
<tr>
<td>
                  <p>
                    quantile
                  </p>
                </td>
<td>
                  <p>
                    Using the relation: x = β * (-<a class="link" href="../../powers/log1p.html" title="log1p">log1p</a>(-p))<sup>1/α</sup>
                  </p>
                </td>
</tr>
<tr>
<td>
                  <p>
                    quantile from the complement
                  </p>
                </td>
<td>
                  <p>
                    Using the relation: x = β * (-log(q))<sup>1/α</sup>
                  </p>
                </td>
</tr>
<tr>
<td>
                  <p>
                    mean
                  </p>
                </td>
<td>
                  <p>
                    β * Γ(1 + 1/α)
                  </p>
                </td>
</tr>
<tr>
<td>
                  <p>
                    variance
                  </p>
                </td>
<td>
                  <p>
                    β<sup>2</sup>(Γ(1 + 2/α) - Γ<sup>2</sup>(1 + 1/α))
                  </p>
                </td>
</tr>
<tr>
<td>
                  <p>
                    mode
                  </p>
                </td>
<td>
                  <p>
                    β((α - 1) / α)<sup>1/α</sup>
                  </p>
                </td>
</tr>
<tr>
<td>
                  <p>
                    skewness
                  </p>
                </td>
<td>
                  <p>
                    Refer to <a href="http://mathworld.wolfram.com/WeibullDistribution.html" target="_top">Weisstein,
                    Eric W. "Weibull Distribution." From MathWorld--A Wolfram
                    Web Resource.</a>
                  </p>
                </td>
</tr>
<tr>
<td>
                  <p>
                    kurtosis
                  </p>
                </td>
<td>
                  <p>
                    Refer to <a href="http://mathworld.wolfram.com/WeibullDistribution.html" target="_top">Weisstein,
                    Eric W. "Weibull Distribution." From MathWorld--A Wolfram
                    Web Resource.</a>
                  </p>
                </td>
</tr>
<tr>
<td>
                  <p>
                    kurtosis excess
                  </p>
                </td>
<td>
                  <p>
                    Refer to <a href="http://mathworld.wolfram.com/WeibullDistribution.html" target="_top">Weisstein,
                    Eric W. "Weibull Distribution." From MathWorld--A Wolfram
                    Web Resource.</a>
                  </p>
                </td>
</tr>
</tbody>
</table></div>
<h5>
<a name="math_toolkit.dist_ref.dists.weibull_dist.h5"></a>
          <span class="phrase"><a name="math_toolkit.dist_ref.dists.weibull_dist.references"></a></span><a class="link" href="weibull_dist.html#math_toolkit.dist_ref.dists.weibull_dist.references">References</a>
        </h5>
<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
<li class="listitem">
              <a href="http://en.wikipedia.org/wiki/Weibull_distribution" target="_top">http://en.wikipedia.org/wiki/Weibull_distribution</a>
            </li>
<li class="listitem">
              <a href="http://mathworld.wolfram.com/WeibullDistribution.html" target="_top">Weisstein,
              Eric W. "Weibull Distribution." From MathWorld--A Wolfram
              Web Resource.</a>
            </li>
<li class="listitem">
              <a href="http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm" target="_top">Weibull
              in NIST Exploratory Data Analysis</a>
            </li>
</ul></div>
</div>
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      Walker and Xiaogang Zhang<p>
        Distributed under the Boost Software License, Version 1.0. (See accompanying
        file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
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